← positive_eps_streak (all companies) · HAS (all signals) · all methodology

positive_eps_streak on HASBRO, INC. (HAS)

SIC 3944 — Games, Toys & Children's Vehicles (No Dolls & Bicycles) · CIK 46080 · default direction: long

Definition

Fires on companies with consecutive years of positive earnings — quality compounder candidates. Surfaces stable franchises with earnings durability, not speculative growth.

Every time the signal fired on HAS

FYFiling dateEvent date1d5d20d60d252d
FY20222023-02-222023-02-22-0.92%-5.42%-15.05%+8.93%-9.24%
FY20212022-02-232022-02-23+1.13%+5.02%-7.62%-5.10%-36.30%
FY20202021-02-242021-02-24+1.02%+2.33%+5.19%+5.00%+4.27%
FY20192020-02-272020-02-27-2.84%-6.34%-14.11%-15.33%+21.95%
FY20182019-02-262019-02-26-0.19%+4.57%+0.05%+17.84%-0.00%
FY20172018-02-262018-02-26-1.30%-1.75%-13.64%-10.48%-11.87%
FY20162017-02-222017-02-22-1.79%-0.90%-0.04%+1.29%+0.77%
FY20152016-02-242016-02-24+0.50%+4.21%+3.06%+12.70%+31.30%
FY20142015-02-262015-02-26-0.29%-0.11%-3.10%+17.40%+25.35%
FY20132014-02-262014-02-26-0.02%-0.38%-1.04%-1.68%+17.19%
FY20122013-02-272013-02-27-1.23%+1.06%+7.77%+16.91%+40.28%
FY20112012-02-222012-02-22+1.68%+2.32%+3.53%+1.61%+20.87%

Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.

Universe-wide calibration (this signal across all companies)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+13.65%+64.44%long+13.47%22+0.27

Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See positive_eps_streak methodology for the full audit.


Data: /api/company/46080/financials